+161.6%
HALO vs VCLT
-17.2%
+178.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.2% |
| 7D | -2.7% | -1.4% | -1.4% | -2.0% |
| 30D | +5.3% | -1.2% | +6.5% | +6.0% |
| 3M | +51.6% | -4.8% | +56.3% | +55.5% |
| 6M | +61.3% | -2.6% | +63.8% | +63.4% |
| YTD | +59.3% | -3.3% | +62.6% | +62.2% |
| 1Y | +38.3% | -4.8% | +43.1% | +41.9% |
| 3Y | +185.9% | +11.5% | +174.3% | +169.4% |
| All | +161.6% | -17.2% | +178.8% | +180.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling